AVP, ICAAP & Stress Testing-ERM

Responsibilities

ICAAP
1. Assist to review and maintain the Bank’s Risk Assessment and Capital Adequacy Assessment in accordance with ICAAP guidelines.
2. Liaise with other Risk departments to gather data and inputs for the Bank’s ICAAP model.
3. Assist to prepare the Annual ICAAP report and incorporate the stress test results into the Annual ICAAP report.

Stress Testing
4. Assist to develop and enhance Stress Testing scenarios to take into consideration current micro- and macro-economic factors.
5. Conduct the bank wide stress test, further providing detailed analysis on the impact of adverse economic scenarios on the Bank’s credit, market, interest rate/ liquidity and other risks.
6. Perform the reverse stress test to identify adverse scenarios which could threaten the Bank’s viability and report the results to Management for consideration.
7. Assist in the development and implementation of the climate risk stress testing processes, method...